No problem, CLRMAMEPro has a pretty fucking unintuitive interface :)

Click on "Create"
Point it at the most recent MAME binary you have (or whatever target version of MAME you're using)
enter a little description, like "MAME 0.90u3"
Click on the dat you just created and click "Load/Update"
Click on Settings
Make sure the drop down box says "Rom Paths"
Click Add
Select your MAME rom path
Do the same for your samples, if you like. Also if your CHDs are in a different path from your ROMs, put that path in there as well (like C:\mame\chds or whatever)
Hit ok to go back to the main window
Click on "Scanner"

Now if you're updating your stuff to the most recent version and such, just throw caution into the wind and go all out here. Make sure you have sets, roms, and disk images checked (and samples too, if you've got 'em), make sure split sets is selected, for 'no dump' handing click "Create Missing" and "hide missing" (why? Who cares? :)).

Have everything under "Check" checked and everything under "Fix" checked as well. Uncheck "Ask Before Fixing" (Otherwise it's going to be asking you a lot of stuff). Under 'Advanced', check "Deeper check for fixable missing files". Under 'Checksums', click "Run analysis" and "Fix file if possible"

When you hit "Scan", it's going to go through all of your sets and pretty much tear the shit out of them. Games that worked in 0.79 probably won't work now but it'll fix what it can, tell you what specifically you're missing, rename files and correct parent/clone relationships, etc. You're going to be pretty busy on alt.binaries.emulators.mame for the next few days as you try to grab all of the files you need to fix all of your sets, but it's a good first step towards cleaning your stuff up and updating it.